CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2978 |
1.3000 |
0.0022 |
0.2% |
1.3092 |
| High |
1.2978 |
1.3044 |
0.0066 |
0.5% |
1.3141 |
| Low |
1.2978 |
1.3000 |
0.0022 |
0.2% |
1.2939 |
| Close |
1.2978 |
1.3041 |
0.0063 |
0.5% |
1.2968 |
| Range |
0.0000 |
0.0044 |
0.0044 |
|
0.0202 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.9% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
27 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3160 |
1.3145 |
1.3065 |
|
| R3 |
1.3116 |
1.3101 |
1.3053 |
|
| R2 |
1.3072 |
1.3072 |
1.3049 |
|
| R1 |
1.3057 |
1.3057 |
1.3045 |
1.3065 |
| PP |
1.3028 |
1.3028 |
1.3028 |
1.3032 |
| S1 |
1.3013 |
1.3013 |
1.3037 |
1.3021 |
| S2 |
1.2984 |
1.2984 |
1.3033 |
|
| S3 |
1.2940 |
1.2969 |
1.3029 |
|
| S4 |
1.2896 |
1.2925 |
1.3017 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3622 |
1.3497 |
1.3079 |
|
| R3 |
1.3420 |
1.3295 |
1.3024 |
|
| R2 |
1.3218 |
1.3218 |
1.3005 |
|
| R1 |
1.3093 |
1.3093 |
1.2987 |
1.3055 |
| PP |
1.3016 |
1.3016 |
1.3016 |
1.2997 |
| S1 |
1.2891 |
1.2891 |
1.2949 |
1.2853 |
| S2 |
1.2814 |
1.2814 |
1.2931 |
|
| S3 |
1.2612 |
1.2689 |
1.2912 |
|
| S4 |
1.2410 |
1.2487 |
1.2857 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3231 |
|
2.618 |
1.3159 |
|
1.618 |
1.3115 |
|
1.000 |
1.3088 |
|
0.618 |
1.3071 |
|
HIGH |
1.3044 |
|
0.618 |
1.3027 |
|
0.500 |
1.3022 |
|
0.382 |
1.3017 |
|
LOW |
1.3000 |
|
0.618 |
1.2973 |
|
1.000 |
1.2956 |
|
1.618 |
1.2929 |
|
2.618 |
1.2885 |
|
4.250 |
1.2813 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3035 |
1.3025 |
| PP |
1.3028 |
1.3008 |
| S1 |
1.3022 |
1.2992 |
|